-90.4%
MARA vs VIVK
-99.9%
+9.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.5% | -4.1% |
| 7D | -1.5% | -9.5% | +8.0% | -1.4% |
| 30D | +18.1% | -35.1% | +53.2% | +18.4% |
| 3M | -9.4% | -93.4% | +83.9% | -8.2% |
| 6M | +33.4% | -98.0% | +131.3% | +35.7% |
| YTD | +27.3% | -97.9% | +125.1% | +28.9% |
| 1Y | -27.9% | -100.0% | +72.0% | -25.5% |
| 3Y | +4.8% | -100.0% | +104.7% | +7.9% |
| 5Y | -68.0% | -100.0% | +32.0% | -67.0% |
| 10Y | -74.7% | -100.0% | +25.3% | -75.0% |
| All | -90.4% | -99.9% | +9.4% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VIVK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling